midProbability
What is conditional expectation?
Updated May 17, 2026
Short answer
Conditional expectation is the expected value of a variable given another variable.
Deep explanation
E[X|Y] represents the average of X when Y is fixed. It is a function of Y and forms the basis of regression and predictive modeling in probability theory.
Real-world example
Expected salary given years of experience.
Common mistakes
- Treating conditional expectation as a constant instead of a function.
Follow-up questions
- Is conditional expectation always linear?
- Where is it used?